I started out with DAZ which is a photorealistic character modeler, and I rendered her completely bald and naked. Then I pretty much painted the hair and clothes on her with Photoshop, and also slightly modified eyes and eyebrows.

I also 3D rendered the blanket, and again modified it in the Photoshop. The forest floor is blend together from the free stock photos that deviantART artists offer for it's other users.

Of course, everything has to look like they're in the same scene, so adding the right shadows and shadings is also essential. I finished the picture by rendering night lighting in Photoshop on it.